Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (Q1797745)
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scientific article; zbMATH DE number 6960067
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| English | Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation |
scientific article; zbMATH DE number 6960067 |
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Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (English)
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22 October 2018
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uncertainty theory
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uncertain differential equation
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interest rate model
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pricing formulas
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0.9372539
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0.8735189
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0.87249935
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0.8694511
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0.86796427
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0.86228144
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